Return to Example 6.2.7. a. Prove that the mins>0 (s) exp(snu) equals qn, where q is given

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Return to Example 6.2.7.
a. Prove that the mins>0 ψ(s) exp(−snu) equals qn, where q is given in (6.2.16).
b. Prove that 0 < q < 1. First, show that 0 < q <1 if u = 0. Next, let x = up + 1− p and show that log(q) is a decreasing function of x.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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